import datetime
from serenitas.analytics.ir_swap import SofrSwap
import unittest


class TestOISSofrSwap(unittest.TestCase):
    def test_creation(self):
        trade = SofrSwap(
            "5y",
            fixed_rate=0.025926,
            value_date=datetime.date(2022, 4, 26),
            notional=25_000_000,
        )
        self.assertAlmostEqual(trade.pv, -83761.318, 5)
        trade2 = SofrSwap(
            "5y",
            fixed_rate=trade.fair_rate,
            value_date=datetime.date(2022, 4, 26),
            notional=25_000_000,
        )
        self.assertAlmostEqual(trade2.pv, 0.0)